From 188f919a15751f9549f8fcd273abcb4b8ddd4464 Mon Sep 17 00:00:00 2001 From: Jeffrey Czyz Date: Mon, 21 Mar 2022 15:29:21 -0500 Subject: [PATCH 1/5] Don't serialize FixedPenaltyScorer parameters Serializing scorer parameters makes it difficult to experiment with different settings. --- lightning/src/routing/scoring.rs | 20 ++++++++++++++++---- 1 file changed, 16 insertions(+), 4 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index d8b1740c19e..2ccfba08d8d 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -197,10 +197,6 @@ pub struct FixedPenaltyScorer { penalty_msat: u64, } -impl_writeable_tlv_based!(FixedPenaltyScorer, { - (0, penalty_msat, required), -}); - impl FixedPenaltyScorer { /// Creates a new scorer using `penalty_msat`. pub fn with_penalty(penalty_msat: u64) -> Self { @@ -218,6 +214,22 @@ impl Score for FixedPenaltyScorer { fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} } +impl Writeable for FixedPenaltyScorer { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + write_tlv_fields!(w, {}); + Ok(()) + } +} + +impl ReadableArgs for FixedPenaltyScorer { + #[inline] + fn read(r: &mut R, penalty_msat: u64) -> Result { + read_tlv_fields!(r, {}); + Ok(Self { penalty_msat }) + } +} + /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with From 5b36449c5950a78ae1857985c8ce309cdf091cc9 Mon Sep 17 00:00:00 2001 From: Jeffrey Czyz Date: Mon, 21 Mar 2022 19:11:48 -0500 Subject: [PATCH 2/5] Add a base penalty to ProbabilisticScorer ProbabilisticScorer tends to prefer longer routes to shorter ones. Make the default scoring behavior include a customizable base penalty to avoid longer routes. --- lightning/src/routing/scoring.rs | 64 ++++++++++++++++++++++---------- 1 file changed, 45 insertions(+), 19 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 2ccfba08d8d..22d7012c35c 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -516,17 +516,22 @@ pub struct ProbabilisticScorerUsingTime, T: Time } /// Parameters for configuring [`ProbabilisticScorer`]. +/// +/// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel +/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel). #[derive(Clone, Copy)] pub struct ProbabilisticScoringParameters { - /// A multiplier used to determine the amount in msats willing to be paid to avoid routing - /// through a channel, as per multiplying by the negative `log10` of the channel's success - /// probability for a payment. + /// A fixed penalty in msats to apply to each channel. /// - /// The success probability is determined by the effective channel capacity, the payment amount, - /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of - /// the success probability is 0.01, effectively limiting the penalty to the range - /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based - /// on [`liquidity_offset_half_life`]. + /// Default value: 500 msat + pub base_penalty_msat: u64, + + /// A multiplier used in conjunction with the negative `log10` of the channel's success + /// probability for a payment to determine the liquidity penalty. + /// + /// The penalty is based in part by the knowledge learned from prior successful and unsuccessful + /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The + /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`. /// /// Default value: 10,000 msat /// @@ -549,11 +554,6 @@ pub struct ProbabilisticScoringParameters { pub liquidity_offset_half_life: Duration, } -impl_writeable_tlv_based!(ProbabilisticScoringParameters, { - (0, liquidity_penalty_multiplier_msat, required), - (2, liquidity_offset_half_life, required), -}); - /// Accounting for channel liquidity balance uncertainty. /// /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the @@ -602,6 +602,7 @@ impl, T: Time> ProbabilisticScorerUsingTime Self { Self { + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 10_000, liquidity_offset_half_life: Duration::from_secs(3600), } @@ -757,6 +758,7 @@ impl, T: Time> Score for ProbabilisticScorerUsin .unwrap_or(&ChannelLiquidity::new()) .as_directed(source, target, capacity_msat, liquidity_offset_half_life) .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat) + .saturating_add(self.params.base_penalty_msat) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { @@ -1734,7 +1736,7 @@ mod tests { fn increased_penalty_nearing_liquidity_upper_bound() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let scorer = ProbabilisticScorer::new(params, &network_graph); let source = source_node_id(); @@ -1759,7 +1761,7 @@ mod tests { let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let scorer = ProbabilisticScorer::new(params, &network_graph) .with_channel(42, @@ -1779,7 +1781,7 @@ mod tests { fn does_not_further_penalize_own_channel() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let sender = sender_node_id(); @@ -1800,7 +1802,7 @@ mod tests { fn sets_liquidity_lower_bound_on_downstream_failure() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let source = source_node_id(); @@ -1822,7 +1824,7 @@ mod tests { fn sets_liquidity_upper_bound_on_failure() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let source = source_node_id(); @@ -1844,7 +1846,7 @@ mod tests { fn reduces_liquidity_upper_bound_along_path_on_success() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let sender = sender_node_id(); @@ -1868,6 +1870,7 @@ mod tests { fn decays_liquidity_bounds_over_time() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), }; @@ -1919,6 +1922,7 @@ mod tests { fn decays_liquidity_bounds_without_shift_overflow() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), }; @@ -1943,6 +1947,7 @@ mod tests { fn restricts_liquidity_bounds_after_decay() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), }; @@ -1980,6 +1985,7 @@ mod tests { fn restores_persisted_liquidity_bounds() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), }; @@ -2009,6 +2015,7 @@ mod tests { fn decays_persisted_liquidity_bounds() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), }; @@ -2035,4 +2042,23 @@ mod tests { SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371); } + + #[test] + fn adds_base_penalty_to_liquidity_penalty() { + let network_graph = network_graph(); + let source = source_node_id(); + let target = target_node_id(); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 500, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085); + } } From 4ea18e323292ddee00c84cad8bfdb3bb2bc64306 Mon Sep 17 00:00:00 2001 From: Jeffrey Czyz Date: Thu, 24 Mar 2022 18:21:29 -0500 Subject: [PATCH 3/5] Fix overflow in ProbabilisticScorer When a routing hint is given in an invoice, the effective capacity of the channel is assumed to be infinite (i.e., u64::max_value) if the hop is private. Adding 1 to this in the success probability calculation will cause an overflow and ultimately an `index out of bounds panic` in log10_times_1024. This was not an issue with using log10 because the use of f64 would give infinite which casts to 0 for u64. --- lightning/src/routing/scoring.rs | 20 ++++++++++++++++++-- 1 file changed, 18 insertions(+), 2 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 22d7012c35c..d9d0bee3ca5 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -673,8 +673,8 @@ impl, T: Time, U: Deref> DirectedChannelLiqui } else if amount_msat <= min_liquidity_msat { 0 } else { - let numerator = max_liquidity_msat + 1 - amount_msat; - let denominator = max_liquidity_msat + 1 - min_liquidity_msat; + let numerator = (max_liquidity_msat - amount_msat).saturating_add(1); + let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1); approx::negative_log10_times_1024(numerator, denominator) .saturating_mul(liquidity_penalty_multiplier_msat) / 1024 } @@ -2061,4 +2061,20 @@ mod tests { let scorer = ProbabilisticScorer::new(params, &network_graph); assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085); } + + #[test] + fn calculates_log10_without_overflowing_u64_max_value() { + let network_graph = network_graph(); + let source = source_node_id(); + let target = target_node_id(); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 0, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph); + assert_eq!( + scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target), + 20_000, + ); + } } From c6348cb552c5f311521e088990f4c1644d2407cb Mon Sep 17 00:00:00 2001 From: Jeffrey Czyz Date: Fri, 25 Mar 2022 09:35:35 -0500 Subject: [PATCH 4/5] Move max penalty cap in ProbabilisticScorer This reduce a branch in the 0 and u6::max_value cases. --- lightning/src/routing/scoring.rs | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index d9d0bee3ca5..36e1333b943 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -666,20 +666,21 @@ impl, T: Time, U: Deref> DirectedChannelLiqui /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this /// direction. fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 { + let max_penalty_msat = liquidity_penalty_multiplier_msat.saturating_mul(2); let max_liquidity_msat = self.max_liquidity_msat(); let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); if amount_msat > max_liquidity_msat { - u64::max_value() + max_penalty_msat } else if amount_msat <= min_liquidity_msat { 0 } else { let numerator = (max_liquidity_msat - amount_msat).saturating_add(1); let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1); - approx::negative_log10_times_1024(numerator, denominator) - .saturating_mul(liquidity_penalty_multiplier_msat) / 1024 + let penalty_msat = approx::negative_log10_times_1024(numerator, denominator) + .saturating_mul(liquidity_penalty_multiplier_msat) / 1024; + // Upper bound the penalty to ensure some channel is selected. + penalty_msat.min(max_penalty_msat) } - // Upper bound the penalty to ensure some channel is selected. - .min(2 * liquidity_penalty_multiplier_msat) } /// Returns the lower bound of the channel liquidity balance in this direction. From 9596cc71103168d041adcdd4a3c247595c1d4c34 Mon Sep 17 00:00:00 2001 From: Jeffrey Czyz Date: Fri, 25 Mar 2022 09:41:14 -0500 Subject: [PATCH 5/5] Increase default liquidity_penalty_multiplier_msat Using a larger multiplier gives more reasonable penalties for larger success probabilities. --- lightning/src/routing/scoring.rs | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 36e1333b943..459303f7d87 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -533,7 +533,7 @@ pub struct ProbabilisticScoringParameters { /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`. /// - /// Default value: 10,000 msat + /// Default value: 40,000 msat /// /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, @@ -603,7 +603,7 @@ impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { base_penalty_msat: 500, - liquidity_penalty_multiplier_msat: 10_000, + liquidity_penalty_multiplier_msat: 40_000, liquidity_offset_half_life: Duration::from_secs(3600), } } @@ -2051,16 +2051,16 @@ mod tests { let target = target_node_id(); let params = ProbabilisticScoringParameters { - base_penalty_msat: 0, ..Default::default() + base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let scorer = ProbabilisticScorer::new(params, &network_graph); - assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58); let params = ProbabilisticScoringParameters { - base_penalty_msat: 500, ..Default::default() + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let scorer = ProbabilisticScorer::new(params, &network_graph); - assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558); } #[test] @@ -2075,7 +2075,7 @@ mod tests { let scorer = ProbabilisticScorer::new(params, &network_graph); assert_eq!( scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target), - 20_000, + 80_000, ); } }